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Compute Mean Square Error on validation data set

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Contributor
Posts: 36
Accepted Solution

Compute Mean Square Error on validation data set

I split my data into 70% training 20% validation and 10% test sets.

and i run this code :

 

proc genmod data=valid;
class sexe country job;
model price = country sexe job / dist=gamma link=log;
run;

 

 

 

how can I compute Mean Square Error on validation data set?

 


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‎03-20-2017 08:09 AM
Super User
Posts: 10,023

Re: Compute Mean Square Error on validation data set

Use CODE statement to get VALID table 's predict value.

Once you got predict value , it is easy to get MSE.

 

proc genmod data=train;
class sex country job;
model price=country sex job/dist=gamma link=log;
code file='c:\mycode.sas';
run;
data Score;
set vallid(rename=(price=old_price)) end=last;
%include 'c:\mycode.sas';

sum+(price-old_price)**2;
if last then mse=sum/_n_;
run;

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Solution
‎03-20-2017 08:09 AM
Super User
Posts: 10,023

Re: Compute Mean Square Error on validation data set

Use CODE statement to get VALID table 's predict value.

Once you got predict value , it is easy to get MSE.

 

proc genmod data=train;
class sex country job;
model price=country sex job/dist=gamma link=log;
code file='c:\mycode.sas';
run;
data Score;
set vallid(rename=(price=old_price)) end=last;
%include 'c:\mycode.sas';

sum+(price-old_price)**2;
if last then mse=sum/_n_;
run;
Contributor
Posts: 36

Re: Compute Mean Square Error on validation data set

[ Edited ]

why it's

proc genmod data=train;

and not :

proc genmod data=valid;

I change into "valid" but I got zero as MSE. Is there any function to compute MSE on SAS ?

Super User
Posts: 10,023

Re: Compute Mean Square Error on validation data set

use TRAIN to get parameter estimator , so you can use it to score VALID data.

Yes.there is function  MSE to compute, check documentation and better use IML code to get MSE. 

Super User
Posts: 19,789

Re: Compute Mean Square Error on validation data set

1. Use STORE statement in PROC GENMOD to get model

2. Use PROC PLM with FITSTATISTICS to score dataset and generate stats. 

☑ This topic is solved.

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